Below is information $($per$-$share$)$ for a $1$$$02-$strike put with one year to expiration, where interest rate r$=7\mathrm{.}06\%($continuously compounded$),$ volatility $,=2\mathrm{.}5\%$and dividend yield $=0.$

Day $0$ Day $3$

Stock Price $$100\mathrm{.}00$ $$98\mathrm{.}17$

Option Price $$7\mathrm{.}423347$ $$8\mathrm{.}113476$

Delta $-0\mathrm{.}371384-0\mathrm{.}399030$

Theta $-1\mathrm{.}579262-1\mathrm{.}400231$

Gamma $0\mathrm{.}0151210\mathrm{.}015726$

Vega $37\mathrm{.}80258537\mathrm{.}917666$

Rho $-44\mathrm{.}561766-47\mathrm{.}301383$

A dealer sells this put option, on $100$ shares. You are to describe the dealer's hedge and evaluate profit or loss after $3$ days.

On Day $0,$ how many shares does the dealer buy or sell to delta$-$hedge the written put? $($Fractional shares are permissible$)$

In this question, denote quantities to buy with a positive number and quantities to sell with a negative number.